mini-sized Dow ($5) Future June 2012

Trading Metrics calculated at close of trading on 03-Jan-2012

Day Change Summary
	Previous	Current
	30-Dec-2011	03-Jan-2012	Change	Change %	Previous Week
Open	12,167	12,321	154	1.3%	12,198
High	12,173	12,341	168	1.4%	12,198
Low	12,082	12,270	188	1.6%	12,013
Close	12,082	12,270	188	1.6%	12,082
Range	91	71	-20	-22.0%	185
ATR	137	145	9	6.4%	0
Volume	10	8	-2	-20.0%	30

Daily Pivots for day following 03-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,507	12,459	12,309
R3	12,436	12,388	12,290
R2	12,365	12,365	12,283
R1	12,317	12,317	12,277	12,306
PP	12,294	12,294	12,294	12,288
S1	12,246	12,246	12,264	12,235
S2	12,223	12,223	12,257
S3	12,152	12,175	12,251
S4	12,081	12,104	12,231

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,653	12,552	12,184
R3	12,468	12,367	12,133
R2	12,283	12,283	12,116
R1	12,182	12,182	12,099	12,140
PP	12,098	12,098	12,098	12,077
S1	11,997	11,997	12,065	11,955
S2	11,913	11,913	12,048
S3	11,728	11,812	12,031
S4	11,543	11,627	11,980

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,341	12,013	328	2.7%	57	0.5%	78%	True	False	7
10	12,341	11,639	702	5.7%	100	0.8%	90%	True	False	10
20	12,341	11,639	702	5.7%	98	0.8%	90%	True	False	9

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,643
2.618	12,527
1.618	12,456
1.000	12,412
0.618	12,385
HIGH	12,341
0.618	12,314
0.500	12,306
0.382	12,297
LOW	12,270
0.618	12,226
1.000	12,199
1.618	12,155
2.618	12,084
4.250	11,968

Fisher Pivots for day following 03-Jan-2012
Pivot	1 day	3 day
R1	12,306	12,251
PP	12,294	12,231
S1	12,282	12,212

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These figures are updated between 7pm and 10pm EST after a trading day.

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